Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion (Q4685690)
From MaRDI portal
scientific article; zbMATH DE number 6949199
Language | Label | Description | Also known as |
---|---|---|---|
English | Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion |
scientific article; zbMATH DE number 6949199 |
Statements
Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion (English)
0 references
9 October 2018
0 references
linear stochastic differential equations
0 references
sub-fractional Brownian motion
0 references
instrumental variable estimation
0 references
consistency
0 references
asymptotic mixed normality
0 references
0 references
0 references
0 references
0 references
0 references